Some guy on another RTW forum turned up with a neat idea. Playing Scythians, he decided that the original steppes are too poor for him. So he built 2 full stack armies and some boats. Then he moved all the stuff across the sea, landed on Sicilia and within the next couple of years he conquered all peninsula
Maybe not very according to the historical truth (the original Roam of People takes place in 4th century A.D.) but still funny